Putting aside the $ORIGIN
issue (which Vasili is 100% correct on), the RFC that defines the DNAME
record type (RFC6672) actively discourages it.
3.3. Wildcards
The use of DNAME in conjunction with wildcards is discouraged
[RFC4592]. Thus, records of the form "*.example.com DNAME
example.net" SHOULD NOT be used.
The interaction between the expansion of the wildcard and the
redirection of the DNAME is non-deterministic. Due to the fact that
the processing is non-deterministic, DNSSEC validating resolvers may
not be able to validate a wildcarded DNAME.
A server MAY give a warning that the behavior is unspecified if such
a wildcarded DNAME is loaded. The server MAY refuse it, refuse to
load the zone, or refuse dynamic updates.
While the language "SHOULD NOT" and "MAY" does not forbid you from attempting to do this, you really shouldn't. Following that RFC4592 reference, we come across this:
4.4. DNAME RRSet at a Wildcard Domain Name
Ownership of a DNAME [RFC2672] RRSet by a wildcard domain name
represents a threat to the coherency of the DNS and is to be avoided
or outright rejected. Such a DNAME RRSet represents non-
deterministic synthesis of rules fed to different caches. As caches
are fed the different rules (in an unpredictable manner) the caches
will cease to be coherent. ("As caches are fed" refers to the
storage in a cache of records obtained in responses by recursive or
iterative servers.)
Not only do these standard defining RFCs provide technical reasons for why this is a bad idea, it actively encourages DNS software to not support the feature while not explicitly forbidding it. These reasons are more than enough to make me think twice about ever trying to implement it.